Hi guys, from the 3 core protocols in Moodle, XMLRPC is the slowest by far. Then SOAP, the REST.
The SOAP server code is more complicated as it uses the Zend library. Moreover as you mentioned, the Zend SOAP in Moodle doesn't have support for generating WSDL compatible with client generator.
I would advice to use the REST protocol returning JSON, it's much easier when you need to debug, and it is the fastest of all. I suppose C#, Java... have easy way to map the json result into a C#, Java... object.